Manulife Financial Corp Stock Alpha and Beta Analysis
| MFC Stock | USD 31.96 0.51 1.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Manulife Financial Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Manulife Financial over a specified time horizon. Remember, high Manulife Financial's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Manulife Financial's market risk premium analysis include:
Beta 1.03 | Alpha 0.2 | Risk 1.14 | Sharpe Ratio 0.24 | Expected Return 0.27 |
Manulife Financial Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Manulife |
Manulife Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Manulife Financial market risk premium is the additional return an investor will receive from holding Manulife Financial long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Manulife Financial. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Manulife Financial's performance over market.| α | 0.20 | β | 1.03 |
Manulife Financial expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Manulife Financial's Buy-and-hold return. Our buy-and-hold chart shows how Manulife Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Manulife Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Manulife Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Manulife Financial shares will generate the highest return on investment. By understating and applying Manulife Financial stock market price indicators, traders can identify Manulife Financial position entry and exit signals to maximize returns.
Manulife Financial Return and Market Media
The median price of Manulife Financial for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 29.77 with a coefficient of variation of 5.84. The daily time series for the period is distributed with a sample standard deviation of 1.73, arithmetic mean of 29.66, and mean deviation of 1.36. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Manulife Financial dividend paid on 19th of September 2024 | 09/19/2024 |
1 | Manulife Retirement Report Highlights Generational Preparedness and Financial Resilience as Longevity Increases | 10/22/2024 |
2 | JOHN HANCOCK PREMIUM DIVIDEND FUND NOTICE TO SHAREHOLDERS - SOURCES OF DISTRIBUTION UNDER SECTION 19 | 10/31/2024 |
3 | Manulife Financial PFD SHS CL 1 S13 declares CAD 0.3969 dividend | 11/07/2024 |
4 | Hong Kong treasury chief vows swift response to complaints over e-pension system | 11/13/2024 |
5 | Manulife executive in Hong Kong criticises employer for policies in autism cases | 11/14/2024 |
6 | Manulife CEO Gori to Retire in May, Witherington to Succeed Him | 11/18/2024 |
7 | Manulife promotes Asia insurance head Witherington to group CEO in nod to regions growth | 11/19/2024 |
8 | Manulife reaches reinsurance deal worth 5.4 billion to free up capital | 11/20/2024 |
9 | Are You a Value Investor This 1 Stock Could Be the Perfect Pick | 11/21/2024 |
10 | Manulife Strategic Income Plus Fund - ETF Series declares CAD 0.0374 dividend | 11/22/2024 |
About Manulife Financial Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Manulife or other stocks. Alpha measures the amount that position in Manulife Financial Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0604 | 0.0553 | 0.0581 | Price To Sales Ratio | 3.02 | 1.47 | 1.64 |
Manulife Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Manulife Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Manulife Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Manulife Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Manulife Financial. Please utilize our Beneish M Score to check the likelihood of Manulife Financial's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Manulife Financial Backtesting, Manulife Financial Valuation, Manulife Financial Correlation, Manulife Financial Hype Analysis, Manulife Financial Volatility, Manulife Financial History and analyze Manulife Financial Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Manulife Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.